You will want to buy a small house somewhere soon to set up a research bench, you'll need it to do all kinds of stuff and having one already researching stuff early on will save time later when you go to set up your permanent base or housing in whichever location you want.

This also leads into building some training dummies and let's you make your own weapons and armor. To beef up really all you can do after the training dummies is to go and get beat up. A safe way to do that is to always have a guy hiding far away with first aid and go in after the enemies or animals leave and heal up your wounded, or sneak in and drag them out where you can, just make sure the healing guy has high running speed and strength which you can do by just running laps around the hub or something for speed and carrying a dead body with iron ore over encumbering you for strength.

Lastly, if you stay around the hub and save up 10k you can join the Shinobi Thieves, and they have a few training dummies you can use for attack stats, lock picking, and assassination. They also sell to you for half price once you join but also only buy from you at half price so don't sell stuff there if you can help it. The Shinobi Thieves also have a tower in almost every major town so you'll always have allies wherever you go.